Preferences > User Preferences > Save Preference Set

Saves all user preferences in a custom file called a Preference Set.

These preferences can be loaded up later using Preferences > User Preferences > Load Preference Set.

Preference Set files are kept in C:\Documents and Settings\<username>\Application Data\Autodesk\Alias\UserPrefs2011\Preference Sets (Windows) or <username>/Library/Preferences/Autodesk/Alias/UserPrefs2011/Preference Sets (Mac). They have file extension .aps (Alias Preference Set). They contains the following components:

Shelves
Marking Menus
User Options
Colors
Hotkeys
Workflows & Menus
Construction Options

To save a Preference Set

Set up your menus, shelves, hotkeys, etc, the way you want them.
Choose Preferences > User Preferences > Save Preference Set
The file browser opens.
Type in a name for your Preference Set.
Click Save.
Your settings are saved in the specified file.